Pages that link to "Item:Q1568866"
From MaRDI portal
The following pages link to Completely regular multivariate stationary processes and the Muckenhoupt condition (Q1568866):
Displaying 10 items.
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- A matricial extension of the Helson-Sarason theorem and a characterization of some multivariate linearly completely regular processes (Q583715) (← links)
- On the regularity of spectral densities of continuous-time completely linearly regular processes (Q1593596) (← links)
- Multivariate prediction and matrix Szegő theory (Q1950170) (← links)
- ``Small step`` remodeling and counterexamples for weighted estimates with arbitrarily ``smooth'' weights (Q2214091) (← links)
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes (Q2293543) (← links)
- Some remarks on \(J_0\)-regularity and \(J_0\)-singularity of \(q\)-variate stationary processes (Q2771998) (← links)
- Continuity of weighted estimates in \(A_p\) norm (Q2845553) (← links)
- Short Range and Long Range Dependence (Q5272952) (← links)
- Real-variable characterizations and their applications of matrix-weighted Triebel-Lizorkin spaces (Q6050984) (← links)
